centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre


Keep in touch

Subscribe to cemmap news

Instrumental variables estimation for nonparametric models

Authors: Whitney K. Newey and James L. Powell
Date: 03 February 2017
Type: cemmap Working Paper, CWP07/17
DOI: 10.1920/wp.cem.2017.0717


Whitney Newey and James Powell, founding CeMMAP Fellows, wrote an influential paper on instrumental variable estimation of an additive error non-parametrically specified structural equation, presented at the December 1988 North American Winter Meetings of the Econometric Society. A version circulated in 1989 but the results were not published until 14 years later: “Instrumental Variable Estimation of Nonparametric Models”, Econometrica, 71(5), (September 2003), 1565-1578. The 1989 working paper is  often referred to, but hard to find. For the sake of completeness CeMMAP is pleased to publish the 1989 paper.

Download full version

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us